Mine are gonna be Elden Ring characters simply because it's the one I've put the most time into. My favourite is probably the character I made to learn parrying with, Mara of Eochaid. The "of Eochaid" part was only added after I fought the Limgrave bell-bearing hunter with her and had the idea to make her another relic of the lost country like Elemer. I had already been planning on doing the Frenzied Flame route with her after watching Sekiro Dubi's recreation of Kale's cut quest, so the storyline began to form in my head: she finds kinship with a few of the merchants, connecting with them over their shared lost homes. When she learns of Elemer, a fellow Eochaidan, going around turning the legacy of her old country into one of the ruthless murder of her merchant friends, she makes it her mission to hunt him down
Honourable mentions go to Crucible Knight Cambrius, who I like because I was pleased with the grizzled old paladin look I got for him, and Gloam-Eye, who I used to leave messages to other players in places like the Frenzied Flame Proscription or the first place you appear in Farum Azula after the Forge of the Giants